#include "floatingratebondwrap.h"

FloatingRateBondWrap::FloatingRateBondWrap(QuantLib::FloatingRateBond bond, double factor, int settlementDate, double price):QuantLib::FloatingRateBond(bond)
{
	factor_ = factor;
	settlementDate_ = settlementDate;
	price_ = price;
}

FloatingRateBondWrap::~FloatingRateBondWrap(void){}

QuantLib::Real FloatingRateBondWrap::NPV()
{
		return	QuantLib::FloatingRateBond::NPV() * factor_;
}